+50,186.6%
QCOM vs RJF
+17,085.8%
+33,100.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | +3.3% | -0.6% | +3.9% | +3.5% |
| 30D | +7.7% | -1.3% | +9.0% | +8.1% |
| 3M | -30.1% | +18.9% | -48.9% | -35.1% |
| 6M | +22.8% | +15.0% | +7.8% | +15.1% |
| YTD | +0.2% | +12.2% | -12.0% | -5.4% |
| 1Y | +7.9% | +5.6% | +2.2% | +4.2% |
| 3Y | +55.8% | +74.9% | -19.0% | +22.1% |
| 5Y | +30.1% | +106.6% | -76.6% | -5.2% |
| 10Y | +248.9% | +433.1% | -184.2% | +66.8% |
| All | +50,186.6% | +17,085.8% | +33,100.8% | +5,004.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling